+122.3%
SLV vs TOST
+96.7%
+25.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +5.1% | +9.4% | -4.3% | +4.4% |
| 30D | -12.9% | +13.5% | -26.4% | -13.7% |
| 3M | -16.1% | -0.1% | -15.9% | -16.2% |
| 6M | -33.2% | +22.5% | -55.6% | -34.2% |
| YTD | -27.2% | -2.4% | -24.9% | -27.2% |
| 1Y | +7.6% | -4.7% | +12.3% | +8.0% |
| 3Y | +122.3% | +103.2% | +19.1% | +96.2% |
| All | +122.3% | +96.7% | +25.7% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling